+553.0%
SCHD vs XME
+199.8%
+353.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -0.3% | +1.4% | -1.7% | -0.9% |
| 3M | +6.1% | +2.7% | +3.4% | +4.6% |
| 6M | +11.7% | +6.5% | +5.2% | +8.2% |
| YTD | +26.3% | +15.2% | +11.1% | +18.8% |
| 1Y | +28.8% | +43.5% | -14.8% | +12.3% |
| 3Y | +55.0% | +135.9% | -80.8% | +13.7% |
| 5Y | +60.0% | +181.5% | -121.4% | +8.2% |
| 10Y | +243.1% | +436.9% | -193.7% | +78.8% |
| All | +553.0% | +199.8% | +353.2% | +278.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling